Repo on KASE: day results

/IRBIS, Yelena Korpusenko, March 30, 06/ - Today on Kazakhstan stock exchange (KASE) 166 deals were concluded on the repo floors (including automatic repo sector) for total amount of KZT31,510.9 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk. ------------------------------------------------------------------------- Repo rate, % APR -------------------------------- Type of Calendar weighted average Volume repo terms, ------------------ KZT Number deal days min max nominal effective m. of deals --------- -------- ----- ----- ------- --------- -------- -------- Open* 1 0.05 9.00 0.79 0.81 8,784.5 28 Open 4 0.00 3.99 2.54 2.59 55.0 2 Open* 7 0.80 5.00 2.39 2.44 1,080.0 6 Open 14 5.00 9.00 6.89 7.14 172.7 3 Open 20 6.00 6.08 6.05 6.23 114.5 2 Open 29 9.00 10.00 9.41 9.83 17.0 2 Open 32 7.00 9.00 7.19 7.43 55.5 2 Open 33 12.00 12.00 12.00 12.68 700.0 2 Open 36 12.00 12.00 12.00 12.67 785.9 6 Open 60 7.00 7.00 7.00 7.21 32.6 1 Open 77 9.88 9.88 9.88 10.26 205.1 1 Open 90 7.52 7.52 7.52 7.73 210.0 1 Open 183 9.50 15.00 12.09 12.09 94.4 3 Open 214 11.00 11.00 11.00 11.00 706.9 2 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 13,014.3 61 --------- -------- ----- ----- ------- --------- -------- -------- Close 1 0.05 9.00 0.75 0.78 8,477.1 30 Close 7 1.50 7.47 4.88 5.02 921.9 13 Close 10 6.00 6.00 6.00 6.18 240.4 1 Close 14 1.25 4.50 4.03 4.11 1,570.4 5 Close 20 8.00 8.51 8.03 8.35 843.7 5 Close 23 8.00 10.00 9.79 10.26 1,054.5 2 Close 24 5.51 11.00 9.29 9.73 514.7 4 Close 27 2.75 8.00 4.69 4.82 1,357.8 17 Close 28 2.22 7.06 2.40 2.44 2,001.7 7 Close 29 3.00 9.00 6.22 6.43 340.2 6 Close 31 9.00 9.00 9.00 9.38 10.1 1 Close 38 8.56 8.56 8.56 8.89 25.3 1 Close 43 10.00 10.00 10.00 10.45 557.8 2 Close 59 12.00 12.00 12.00 12.62 7.3 2 Close 93 12.00 12.00 12.00 12.49 7.2 1 Close 97 6.08 12.00 6.58 6.74 224.6 4 Close 113 12.75 12.75 12.75 13.30 125.8 1 Close 121 9.00 9.00 9.00 9.27 5.1 1 Close 205 2.92 2.92 2.92 2.92 122.6 1 Close 360 2.00 2.00 2.00 2.00 88.3 1 --------- -------- ----- ----- ------- --------- -------- -------- Subtotal: 18,496.6 105 --------- -------- ----- ----- ------- --------- -------- -------- TOTAL: 31,510.9 166 ------------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 59 deals totaled KZT18,534.5 m. including 21 (KZT8,436.0 m.) repo opening deals and 38 repo closing deals (KZT10,098.5 m.). Indicator TONIA according to trades results totaled 0.17 and decreased relative to the previous trading day by 0.02. Dynamics of repo rates (on repo opening deals for comparable terms): ------------------------------------------------ Term, calendar Today Previous day days rate, % APR rate, % APR Trend -------------- ----------- ------------ ----- 1 0.79 0.76 +0.03 33 12.00 7.00 +5.00 ------------------------------------------------ Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing. "-" - lending; trends in percents relative to previous trading day). Pension market subjects: +71.5% (-KZT8,276.0), 8 participants. Second tier banks (STB): - +KZT8,052.8 m. (borrowing 7 banks); -KZT1,279.2 m. (lending 4 banks); - on the open trade market on GS (in autorepo sector) +KZT7,359.0 m., in sector of CS repo -KZT585.5 m.; - resulting balance totaled +KZT6,773.5 m. (on previous day it was equal to -KZT3,499.5 m.). [2006-03-30]